What might be wrong with ball and chain physics here (chain works but the ball detached with similar settings)?
Edit: so as you answered yourself, applying scale of the ball seems to fix the problem.
My original answer:
I'm not sure that this is the best way to fix your problem but if you move the origin close to the link it seems to work:

Or you can select the ball, shift select the last ring, and in the header menu &gt; Object &gt; Rigid Body &gt; Connect: